niknow's Repositories

29 repositories

backtesting-decorrelated
Illustration of the decorrelation method to perform backtesting on correlated data.
⭐ 20 🌐 Public
BankCSVtoQif
Converts csv files from a bank to qif and replaces descriptions and target accounts according to predefined customizable rules along the way. Intended to work as a tool for gnucash.
⭐ 27 🌐 Public
bench_spherical_voronoi
No description
⭐ 0 🌐 Public
cpp-examples
Examples of C/C++ programs.
⭐ 3 🌐 Public
data
Python related videos and metadata powering =>
⭐ 0 🌐 Public
deep_rough_calibration
C Bayer, B Stemper (2018). Deep calibration of rough stochastic volatility models.
⭐ 0 🌐 Public
eisenmux
A bash script creating an Eisenhower matrix on the terminal using tmux and TaskWarrior.
⭐ 10 🌐 Public
Engine
Open Source Risk Engine
⭐ 0 🌐 Public
geolocation-python
Geolocation is a simple and clever application which uses google maps api. This application allows you to easily and quickly get information about given location Application returns such information as: country, city, route/street, street number, reverse geocode, lat and lng, travel distance and time for a matrix of origins and destinations.
⭐ 0 🌐 Public
jupyter-deployment-uat
No description
⭐ 0 🌐 Public
keras-grid
Provides a wrapper for keras models to consistently try a grid of parameterized models.
⭐ 0 🌐 Public
Machine-Learning---Option-Pricing-Calibration-Hedging--
Material for the workshop Machine Learning for Option Pricing, Calibration and Hedging
⭐ 1 🌐 Public
machine-learning-examples
No description
⭐ 25 🌐 Public
matplotlib
matplotlib: plotting with Python
⭐ 0 🌐 Public
mybindertest
No description
⭐ 0 🌐 Public
nbstripouttest
No description
⭐ 0 🌐 Public
perfect-container-factory
No description
⭐ 0 🌐 Public
pydata-london-2016-voronoi
Spherical Voronoi Diagrams in Python
⭐ 11 🌐 Public
pydata-london-2018-systemic-risk
slides from my talk
⭐ 0 🌐 Public
pymc
Bayesian Modeling and Probabilistic Programming in Python
⭐ 0 🌐 Public
py_sphere_Voronoi
Python utility code for handling spherical Voronoi Diagrams
⭐ 0 🌐 Public
quantfinance-examples
No description
⭐ 2 🌐 Public
QuantLib
The QuantLib C++ library
⭐ 0 🌐 Public
scikit-learn
scikit-learn: machine learning in Python
⭐ 0 🌐 Public
scipy
Scipy library main repository
⭐ 0 🌐 Public
systemic-risk
No description
⭐ 0 🌐 Public
TaskArena
A tool adding collaborative functionality to TaskWarrior.
⭐ 9 🌐 Public
tf-quant-finance
High-performance TensorFlow library for quantitative finance.
⭐ 1 🌐 Public
vlc-random-videoclip
A Python script that plays a videoclip in VLC chosen randomly from a subfolder. Great when having a party.
⭐ 0 🌐 Public